A Weak Invariance Principle with Applications to Domains of Attraction

• 1 April 1978
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Probability
• Vol. 6  (2) , 294-315
• https://doi.org/10.1214/aop/1176995574

Abstract

Keywords

• RANDOM VARIABLE
• CONVERGENCE
• STABLE DISTRIBUTION
• INVARIANCE PRINCIPLE
• QUANTILE FUNCTION
• SLOWLY VARYING FUNCTION
• THEOREMS
• WEAK CONVERGENCE
• INVARIANCE
• DISTRIBUTION FUNCTIONS
• RANDOM VARIABLES
• DISTRIBUTION FUNCTION